+140.8%
LLY vs IRM
+112.1%
+28.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +6.7% | +6.8% | 0.0% | +5.0% |
| 30D | +19.6% | +2.6% | +17.0% | +18.7% |
| 3M | +19.7% | -9.5% | +29.2% | +22.1% |
| 6M | +42.7% | -8.5% | +51.2% | +44.7% |
| YTD | +35.1% | +40.3% | -5.1% | +21.3% |
| 1Y | +42.2% | +28.7% | +13.5% | +30.3% |
| 3Y | +140.8% | +111.8% | +29.0% | +126.7% |
| All | +140.8% | +112.1% | +28.7% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling